Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,292.0 |
5,205.0 |
-87.0 |
-1.6% |
5,261.0 |
High |
5,322.0 |
5,252.5 |
-69.5 |
-1.3% |
5,432.0 |
Low |
5,185.0 |
5,121.5 |
-63.5 |
-1.2% |
5,216.0 |
Close |
5,291.5 |
5,150.0 |
-141.5 |
-2.7% |
5,243.0 |
Range |
137.0 |
131.0 |
-6.0 |
-4.4% |
216.0 |
ATR |
141.1 |
143.1 |
2.1 |
1.5% |
0.0 |
Volume |
150,782 |
135,260 |
-15,522 |
-10.3% |
1,102,378 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,567.5 |
5,490.0 |
5,222.0 |
|
R3 |
5,436.5 |
5,359.0 |
5,186.0 |
|
R2 |
5,305.5 |
5,305.5 |
5,174.0 |
|
R1 |
5,228.0 |
5,228.0 |
5,162.0 |
5,201.0 |
PP |
5,174.5 |
5,174.5 |
5,174.5 |
5,161.5 |
S1 |
5,097.0 |
5,097.0 |
5,138.0 |
5,070.0 |
S2 |
5,043.5 |
5,043.5 |
5,126.0 |
|
S3 |
4,912.5 |
4,966.0 |
5,114.0 |
|
S4 |
4,781.5 |
4,835.0 |
5,078.0 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,945.0 |
5,810.0 |
5,362.0 |
|
R3 |
5,729.0 |
5,594.0 |
5,302.5 |
|
R2 |
5,513.0 |
5,513.0 |
5,282.5 |
|
R1 |
5,378.0 |
5,378.0 |
5,263.0 |
5,337.5 |
PP |
5,297.0 |
5,297.0 |
5,297.0 |
5,277.0 |
S1 |
5,162.0 |
5,162.0 |
5,223.0 |
5,121.5 |
S2 |
5,081.0 |
5,081.0 |
5,203.5 |
|
S3 |
4,865.0 |
4,946.0 |
5,183.5 |
|
S4 |
4,649.0 |
4,730.0 |
5,124.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,432.0 |
5,121.5 |
310.5 |
6.0% |
126.5 |
2.5% |
9% |
False |
True |
143,869 |
10 |
5,432.0 |
4,801.0 |
631.0 |
12.3% |
183.5 |
3.6% |
55% |
False |
False |
197,107 |
20 |
5,761.0 |
4,801.0 |
960.0 |
18.6% |
151.0 |
2.9% |
36% |
False |
False |
158,146 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
104.5 |
2.0% |
35% |
False |
False |
129,171 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
88.0 |
1.7% |
35% |
False |
False |
101,549 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
80.0 |
1.6% |
35% |
False |
False |
76,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,809.0 |
2.618 |
5,595.5 |
1.618 |
5,464.5 |
1.000 |
5,383.5 |
0.618 |
5,333.5 |
HIGH |
5,252.5 |
0.618 |
5,202.5 |
0.500 |
5,187.0 |
0.382 |
5,171.5 |
LOW |
5,121.5 |
0.618 |
5,040.5 |
1.000 |
4,990.5 |
1.618 |
4,909.5 |
2.618 |
4,778.5 |
4.250 |
4,565.0 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,187.0 |
5,222.0 |
PP |
5,174.5 |
5,198.0 |
S1 |
5,162.5 |
5,174.0 |
|